Works matching DE "PORTFOLIO performance"

Results: 1234

Portfolio Rebalancing Model Utilizing Support Vector Machine for Optimal Asset Allocation.

Published in:

Arabian Journal for Science & Engineering (Springer Science & Business Media B.V. ), 2025, v. 50, n. 14, p. 10939, doi. 10.1007/s13369-024-08850-9

By:

Sahu, B. R. B.;
Kumar, P.

Publication type:

Article

ORGANIZATIONOF THE PROMINENT TYPES OF INNOVATION, ENTREPRENEURSHIP, OR METHODS OF PRODUCTION WITHIN LOW-TECHNOLOGY ORGANIZATIONS.

Published in:

Cuestiones de Fisioterapia, 2024, v. 53, n. 3, p. 907

By:

Wang Yu;
Majumdar, Swapan Kumar

Publication type:

Article

تحليل المحافظ الاستثمارية : استراتيجيات الأداء والمخاطر.

Published in:

Journal of Economic Administrative & Legal Sciences, 2025, v. 9, n. 6, p. 51, doi. 10.26389/AJSRP.D180924

By:

رويدا سعيد الشهر

Publication type:

Article

FINANCIAL PERFORMANCE AND PORTFOLIO MODELLING IN THE BIST TEXTILE, APPAREL AND LEATHER SECTOR WITH MPSI AND RAPS MCDM METHODS.

Published in:

Journal of Financial Politic & Economic Reviews / Finans Politik & Ekonomik Yorumlar, 2025, v. 62, n. 672, p. 9

By:

ŞEYRANLIOĞLU, Onur;
ÇİLEK, Arif;
KONUŞ, Cennet

Publication type:

Article

FINANCIAL RISK METER FOR CRYPTOCURRENCIES AND TAIL RISK NETWORK-BASED PORTFOLIO CONSTRUCTION.

Published in:

Singapore Economic Review, 2025, v. 70, n. 4, p. 901, doi. 10.1142/S0217590822480010

By:

REN, RUI;
ALTHOF, MICHAEL;
HÄRDLE, WOLFGANG KARL

Publication type:

Article

Mobile Apps, Trading Behaviors, and Portfolio Performance: Evidence from a Quasi-Experiment in China.

Published in:

Information Systems Research, 2025, v. 36, n. 2, p. 828, doi. 10.1287/isre.2020.0616

By:

Che-Wei Liu;
Mithas, Sunil;
Yang Pan;
Hsieh, J. J. Po-An

Publication type:

Article

Dynamic Portfolio Optimization with Diversification Analysis and Asset Selection Amidst High Correlation Using Cryptocurrencies and Bank Equities.

Published in:

Risks, 2025, v. 13, n. 6, p. 113, doi. 10.3390/risks13060113

By:

Ntare, Hamdan Bukenya;
Muteba Mwamba, John Weirstrass;
Adekambi, Franck

Publication type:

Article

ESG Risks and Market Valuations: Evidence from the Energy Sector.

Published in:

International Journal of Financial Studies, 2025, v. 13, n. 2, p. 113, doi. 10.3390/ijfs13020113

By:

Verma, Rahul;
Shroff, Arpita A.

Publication type:

Article

Behavioral Risk Management in Investment Strategies: Analyzing Investor Psychology.

Published in:

International Journal of Financial Studies, 2025, v. 13, n. 2, p. 53, doi. 10.3390/ijfs13020053

By:

Addo, Jacob Odei;
Cúg, Juraj;
Keelson, Solomon Abekah;
Amoah, John;
Petráková, Zora

Publication type:

Article

Materiality in sustainability disclosures and investment portfolio performance in the Indian context.

Published in:

Journal of Sustainable Finance & Investment, 2025, v. 15, n. 3, p. 757, doi. 10.1080/20430795.2022.2086844

By:

Gill, Suveera;
Kohli, Manika;
Satija, Purnima

Publication type:

Article

Leveraging Large Language Models for Sentiment Analysis and Investment Strategy Development in Financial Markets.

Published in:

Journal of Theoretical & Applied Electronic Commerce Research, 2025, v. 20, n. 2, p. 77, doi. 10.3390/jtaer20020077

By:

Mun, Yejoon;
Kim, Namhyoung

Publication type:

Article

POSITIVE OPTIMAL WEIGHTS ON THE EFFICIENT FRONTIER: CONDITIONS, CAUSES, AND IMPLICATIONS.

Published in:

International Journal of Finance, 2008, v. 20, n. 2, p. 4743

By:

Tarrazo, Manuel

Publication type:

Article

The Effects of Herding on Betas and Idiosyncratic Risk.

Published in:

Journal of Behavioral Finance, 2023, v. 24, n. 2, p. 131, doi. 10.1080/15427560.2021.1975713

By:

Messis, Petros;
Alexandridis, Antonis;
Zapranis, Achilleas

Publication type:

Article

An Intimate Portrait of the Individual Investor.

Published in:

Journal of Behavioral Finance, 2008, v. 9, n. 4, p. 193, doi. 10.1080/15427560802341020

By:

Durand, RobertB.;
Newby, Rick;
Sanghani, Jay

Publication type:

Article

A Behavioral Approach To Efficient Portfolio Formation.

Published in:

Journal of Behavioral Finance, 2005, v. 6, n. 4, p. 202, doi. 10.1207/s15427579jpfm0604_4

By:

Muradoglu, Yaz Gulnur;
Altay-Salih, Aslihan;
Mercan, Muhammet

Publication type:

Article

Philip Larkin: The Right Line.

Published in:

Poetry, 2008, v. 192, n. 5, p. 465

By:

Hartley, Jean;
Orwin, Jim

Publication type:

Article

Background Risk Models and Stepwise Portfolio Construction.

Published in:

Methodology & Computing in Applied Probability, 2016, v. 18, n. 3, p. 805, doi. 10.1007/s11009-015-9458-3

By:

Asimit, Alexandru;
Vernic, Raluca;
Zitikis, Ricardas

Publication type:

Article

Assessing the productivity of technology transfer offices: an analysis of the relevance of aspiration performance and portfolio complexity.

Published in:

Journal of Technology Transfer, 2019, v. 44, n. 3, p. 778, doi. 10.1007/s10961-017-9604-x

By:

Lafuente, Esteban;
Berbegal-Mirabent, Jasmina

Publication type:

Article

Best-Case Scenario Robust Portfolio: Evidence from China Stock Market.

Published in:

Asia-Pacific Financial Markets, 2023, v. 30, n. 2, p. 297, doi. 10.1007/s10690-022-09375-7

By:

An, Kaiqiang;
Zhao, Guiyu;
Li, Jinjun;
Tian, Jingsong;
Wang, Lihua;
Xian, Liang;
Chen, Chen

Publication type:

Article

Does Marginal VaR Lead to Improved Performance of Managed Portfolios: A Study of S&P BSE 100 and S&P BSE 200.

Published in:

Asia-Pacific Financial Markets, 2020, v. 27, n. 2, p. 291, doi. 10.1007/s10690-019-09294-0

By:

Jain, Shrey;
Chakrabarty, Siddhartha P.

Publication type:

Article

Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach.

Published in:

Management Science, 2007, v. 53, n. 1, p. 135, doi. 10.1287/mnsc.1060.0596

By:

Briec, Walter;
Kerstens, Kristiaan;
Jokung, Octave

Publication type:

Article

Downside Loss Aversion and Portfolio Management.

Published in:

Management Science, 2006, v. 52, n. 4, p. 558, doi. 10.1287/mnsc.1050.0486

By:

Jarrow, Robert;
Zhao, Feng

Publication type:

Article

Risk Management with Benchmarking.

Published in:

Management Science, 2006, v. 52, n. 4, p. 542, doi. 10.1287/mnsc.1050.0476

By:

Basak, Suleyman;
Shapiro, Alex;
Tepla, Lucie

Publication type:

Article

Pricing American-Style Derivatives with European Call Options.

Published in:

Management Science, 2006, v. 52, n. 1, p. 95, doi. 10.1287/mnsc.1050.0447

By:

Laprise, Scott B.;
Fu, Michael C.;
Marcus, Steven I.;
Lim, Andrew E. B.;
Zhang, Huiju

Publication type:

Article

Dynamic Asset Allocation in a Mean-Variance Framework.

Published in:

Management Science, 1998, v. 44, n. 11, p. S79, doi. 10.1287/mnsc.44.11.S79

By:

Bajeux-Besnainou, Isabelle;
Portrait, Roland

Publication type:

Article

Quadratic-Variation-Based Dynamic Strategies.

Published in:

Management Science, 1995, v. 41, n. 4, p. 722, doi. 10.1287/mnsc.41.4.722

By:

Bick, Avi

Publication type:

Article

Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence.

Published in:

Management Science, 1994, v. 40, n. 4, p. 516, doi. 10.1287/mnsc.40.4.516

By:

Board, John L. G.;
Sutcliffe, Charles M. S.

Publication type:

Article

Massaging Mean-variance Inputs: Returns from Alternative Global Investment Strategies in the 1980s.

Published in:

Management Science, 1993, v. 39, n. 7, p. 845, doi. 10.1287/mnsc.39.7.845

By:

Chopra, Vijay K.;
Hensel, Chris R.;
Turner, Andrew L.

Publication type:

Article

Portfolio Selection and Asset Pricing--Three-parameter Framework.

Published in:

Management Science, 1993, v. 39, n. 5, p. 568, doi. 10.1287/mnsc.39.5.568

By:

Simaan, Yusif

Publication type:

Article

PREDICTING RISK: SOME NEW GENERALIZATIONS.

Published in:

Management Science, 1992, v. 38, n. 1, p. 57, doi. 10.1287/mnsc.38.1.57

By:

Karolyi, G. Andrew

Publication type:

Article

GAME-THEORETIC OPTIMAL PORTFOLIOS.

Published in:

Management Science, 1988, v. 34, n. 6, p. 724, doi. 10.1287/mnsc.34.6.724

By:

Bell, Robert;
Cover, Thomas M.

Publication type:

Article

MEAN LOWER PARTIAL MOMENT VALUATION AND LOGNORMALLY DISTRIBUTED RETURNS.

Published in:

Management Science, 1988, v. 34, n. 4, p. 446, doi. 10.1287/mnsc.34.4.446

By:

Lee, Wayne Y.;
Rao, Ramesh K. S.

Publication type:

Article

PORTFOLIO ANALYSIS WITH PARTIAL INFORMATION: THE CASE OF GROUPED DATA.

Published in:

Management Science, 1987, v. 33, n. 10, p. 1238, doi. 10.1287/mnsc.33.10.1238

By:

Elton, Edwin J.;
Gruber, Martin J.

Publication type:

Article

ESTIMATING AND ADJUSTING FOR THE INTERVALLING-EFFECT BIAS IN BETA.

Published in:

Management Science, 1983, v. 29, n. 1, p. 135, doi. 10.1287/mnsc.29.1.135

By:

Cohen, Kalman J.;
Hawawini, Gabriel A.;
Maier, Steven F.;
Schwartz, Robert A.;
Whitcomb, David K.

Publication type:

Article

THE CALCULATION OF MINIMUM MARGIN.

Published in:

Management Science, 1982, v. 28, n. 12, p. 1368, doi. 10.1287/mnsc.28.12.1368

By:

Rudd, Andrew;
Schroeder, Mark

Publication type:

Article

Analyzing the impact of geographical diversification on portfolio performance.

Published in:

Regional Statistics, 2025, v. 15, n. 2, p. 321, doi. 10.15196/RS150206

By:

Bányai, Attila;
Tatay, Tibor;
Thalmeiner, Gergő;
Pataki, László

Publication type:

Article

The Impact of Credit Investment Portfolio Size on the Financial Performance of Jordanian Islamic Banks.

Published in:

Journal of Islamic Entrepreneurship / Majallatu Riyadati Al-aamali Al-islamiati, 2024, v. 9, n. 3, p. 52

By:

Sawwan, Ahmed Omar;
Al-Zaddam, Farouq Mohammed

Publication type:

Article

Robust Portfolio Optimization Strategies in The Serbian Stock Market.

Published in:

Management: Journal of Sustainable Business & Management Solutions in Emerging Economies, 2023, v. 28, n. 1, p. 65, doi. 10.7595/management.fon.2023.0001

By:

Moćić, Branimir

Publication type:

Article

Performance of Social Pillar-Based Portfolio in Developing Capital Market.

Published in:

Management: Journal of Sustainable Business & Management Solutions in Emerging Economies, 2023, v. 28, n. 1, p. 31, doi. 10.7595/management.fon.2022.0015

By:

Stanković, Jovica;
Denčić-Mihajlov, Ksenija;
Stanković, Jelena Z.;
Petrović, Evica

Publication type:

Article

La diversification internationale est-elle toujours d'actualité: une modélisation VAR-GARCH-DCC.

Published in:

Revue des Sciences de Gestion, 2021, n. 311, p. 129

By:

Montassar, Zayati;
Bellalah, Makram;
Châabene Sallemi, Ameni

Publication type:

Article

Private Equity 4.0: Using ESG to Create More Value with Less Risk.

Published in:

Journal of Applied Corporate Finance, 2019, v. 31, n. 2, p. 34, doi. 10.1111/jacf.12344

By:

Indahl, Reynir;
Jacobsen, Hannah Gunvor

Publication type:

Article

Value-Based Management in Biosciences Research and Development.

Published in:

Journal of Applied Corporate Finance, 2005, v. 17, n. 2, p. 105, doi. 10.1111/j.1745-6622.2005.00038.x

By:

Eapen, Gill

Publication type:

Article

Portfolio selection in euro area with CAPM and Lower Partial Moments models.

Published in:

Portuguese Economic Journal, 2020, v. 19, n. 1, p. 49, doi. 10.1007/s10258-019-00153-4

By:

da Fonseca, José Soares

Publication type:

Article

Portfolio Evaluation with the Vector Distance Based on Portfolio Composition.

Published in:

Mathematics (2227-7390), 2023, v. 11, n. 1, p. 221, doi. 10.3390/math11010221

By:

Jeon, Heonbae;
Lee, Soonbong;
Kim, Hongseon;
Soh, Seung Bum;
Kim, Seongmoon

Publication type:

Article

Stock Portfolio Optimization with Competitive Advantages (MOAT): A Machine Learning Approach.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 23, p. 4449, doi. 10.3390/math10234449

By:

Jiménez-Preciado, Ana Lorena;
Venegas-Martínez, Francisco;
Ramírez-García, Abraham

Publication type:

Article

Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1).

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 8, p. N.PAG, doi. 10.3390/math10081296

By:

De la Torre-Torres, Oscar V.;
Galeana-Figueroa, Evaristo;
Del Río-Rama, María de la Cruz;
Álvarez-García, José

Publication type:

Article

A Markov-Switching VSTOXX Trading Algorithm for Enhancing EUR Stock Portfolio Performance.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 9, p. 1030, doi. 10.3390/math9091030

By:

De la Torre-Torres, Oscar V.;
Galeana-Figueroa, Evaristo;
Álvarez-García, José;
Swishchuk, Anatoliy

Publication type:

Article

Enhancing Portfolio Performance and VIX Futures Trading Timing with Markov-Switching GARCH Models.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 2, p. 185, doi. 10.3390/math9020185

By:

De la Torre-Torres, Oscar V.;
Venegas-Martínez, Francisco;
Martínez-Torre-Enciso, Mᵃ Isabel

Publication type:

Article

GO-GJRSK Model with Application to Higher Order Risk-Based Portfolio.

Published in:

Mathematics (2227-7390), 2020, v. 8, n. 11, p. 1990, doi. 10.3390/math8111990

By:

Nakagawa, Kei;
Uchiyama, Yusuke

Publication type:

Article

Who Knocks on the Door of Portfolio Performance Heaven: Sinner or Saint Investors?

Published in:

Mathematics (2227-7390), 2020, v. 8, n. 11, p. 1951, doi. 10.3390/math8111951

By:

Miralles-Quirós, José Luis;
Miralles-Quirós, María Mar

Publication type:

Article